相关论文: Hautus-Type Criteria for Controllability and Stabi…

This paper discusses the stabilizability, weak stabilizability, exact observability and robust quadratic stabilizability of linear stochastic control systems. By means of the spectrum technique of the generalized Lyapunov operator, a…

The objective of the paper is to investigate the approximate controllability property of a linear stochastic control system with values in a separable real Hilbert space. In a first step we prove the existence and uniqueness for the…

In this paper, we study the necessary and sufficient conditions for ensuring the well-posedness of the stochastic singular systems. Moreover, we investigate the stochastic singular linear-quadratic control problems, considering both finite…

In this paper we extend the work in the conference paper 'On the Controllability and Observability of Heterogeneous Networked Systems with distinct node dimensions and inner-coupling matrices' wherein the controllability and observability…

This paper presents a strictly convex chance-constrained stochastic control framework that accounts for uncertainty in control specifications such as reference trajectories and operational constraints. By jointly optimizing control inputs…

This paper proposes a line integral Lyapunov function approach to stability analysis and stabilization for It\^o stochastic T-S models. Unlike the deterministic case, stability analysis of this model needs the information of Hessian matrix…

In this paper, we consider the well-known Fattorini's criterion for approximate controllability of infinite dimensional linear systems of type $y'=A y+Bu$. We precise the result proved by H. O. Fattorini in \cite{Fattorini1966} for bounded…

This paper investigates the exact controllability problem for multi-dimensional stochastic first-order symmetric hyperbolic systems with control inputs acting in two distinct ways: an internal control applied to the diffusion term and a…

This article considers the stochastic optimal control of discrete-time linear systems subject to (possibly) unbounded stochastic disturbances, hard constraints on the manipulated variables, and joint chance constraints on the states. A…

We introduce High-Relative Degree Stochastic Control Lyapunov functions and Barrier Functions as a means to ensure asymptotic stability of the system and incorporate state dependent high relative degree safety constraints on a non-linear…

We study the controllability of a closed control-affine quantum system driven by two or more external fields. We provide a sufficient condition for controllability in terms of existence of conical intersections between eigenvalues of the…

This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…

This letter investigates the prescribed-instant stabilization problem for high-order integrator systems. In anothor word, the settling time under the presented controller is independent of the initial conditions and equals the prescribed…

The article studies the exact controllability and the stability of the sixth order Boussinesq equation \[ u_{tt}-u_{xx}+\beta u_{xxxx}-u_{xxxxxx}+(u^2)_{xx}=f, \quad \beta=\pm1, \] on the interval $S:=[0,2\pi]$ with periodic boundary…

This article provides a novel continuous-time state feedback control strategy to stabilize an eigenstate of the Hermitian measurement operator of a two-level quantum system. In open loop, such system converges stochastically to one of the…

In this paper we introduce the concept of universal stabilizability: the condition that every solution of a nonlinear system can be globally stabilized. We give sufficient conditions in terms of the existence of a control contraction…

We provide Lyapunov-like characterizations of boundedness and convergence of non-trivial solutions for a class of systems with unstable invariant sets. Examples of systems to which the results may apply include interconnections of stable…

We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…

This paper addresses the problem of robust stabilization for linear hyperbolic Partial Differential Equations (PDEs) with Markov-jumping parameter uncertainty. We consider a 2 x 2 heterogeneous hyperbolic PDE and propose a control law using…